scientific article
From MaRDI portal
Publication:2906623
zbMath1260.91194MaRDI QIDQ2906623
Tucker S. McElroy, Scott H. Holan
Publication date: 5 September 2012
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Computational methods in Markov chains (60J22) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian problems; characterization of Bayes procedures (62C10) Economic time series analysis (91B84)
Related Items
When long memory meets the Kalman filter: a comparative study ⋮ Computation of the autocovariances for time series with multiple long-range persistencies ⋮ Covariate‐based cepstral parameterizations for time‐varying spatial error covariances ⋮ Optimal real-time filters for linear prediction problems ⋮ Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics ⋮ Estimation methods for stationary Gegenbauer processes
This page was built for publication:
